[jira] [Created] (RNG-155) ZigguratNormalizedGaussianSampler to use a table size of 256

["Alex Herbert (Jira)" <ji...@apache.org>]

Alex Herbert created RNG-155:
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             Summary: ZigguratNormalizedGaussianSampler to use a table size of 256
                 Key: RNG-155
                 URL: https://issues.apache.org/jira/browse/RNG-155
             Project: Commons RNG
          Issue Type: Improvement
          Components: sampling
    Affects Versions: 1.3
            Reporter: Alex Herbert
             Fix For: 1.4


The ZigguratNormalizedGaussianSampler uses a table size of 128. The source paper provides constants for a table size of 256. This table size brings a small performance gain as the table is used for more of the sampling and the rejection algorithm for sampling at the edge of the ziggurat is used less.

The JMH examples module contains an implementation of the 256 size table for performance testing (see [RNG-152]). I suggest swapping the implementations so the 128 table size is in the examples and the 256 table size is in the main sampling package.




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